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Least absolute error estimation in the presence of serial correlation
Weiss, Andrew A.
Persistent link: https://www.econbiz.de/10001274639
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Estimating nonlinear dynamic models using least absolute error estimation
Weiss, Andrew A. - In: Econometric theory 7 (1991) 1, pp. 46-68
Persistent link: https://www.econbiz.de/10001111340
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ARCH and bilinear time series models : comparison and combination
Weiss, Andrew A. - In: Journal of business & economic statistics : JBES ; a … 4 (1985) 1, pp. 59-70
Persistent link: https://www.econbiz.de/10001007476
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Asymptotic theory for ARCH models : stability, estimation and testing
Weiss, Andrew A. - 1982
Persistent link: https://www.econbiz.de/10000964653